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Logistic-SPSS.

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Binary Logistic Regression with PASW/SPSS



Logistic regression is used to predict a categorical (usually dichotomous) variable
from a set of predictor variables. With a categorical dependent variable, discriminant
function analysis is usually employed if all of the predictors are continuous and nicely
distributed; logit analysis is usually employed if all of the predictors are categorical; and
logistic regression is often chosen if the predictor variables are a mix of continuous and
categorical variables and/or if they are not nicely distributed (logistic regression makes
no assumptions about the distributions of the predictor variables). Logistic regression
has been especially popular with medical research in which the dependent variable is
whether or not a patient has a disease.
For a logistic regression, the predicted dependent variable is a function of the
probability that a particular subject will be in one of the categories (for example, the
probability that Suzie Cue has the disease, given her set of scores on the predictor
variables).
Description of the Research Used to Generate Our Data
As an example of the use of logistic regression in psychological research,
consider the research done by Wuensch and Poteat and published in the Journal of
Social Behavior and Personality, 1998, 13, 139-150. College students (N = 315) were
asked to pretend that they were serving on a university research committee hearing a
complaint against animal research being conducted by a member of the university
faculty. The complaint included a description of the research in simple but emotional
language. Cats were being subjected to stereotaxic surgery in which a cannula was
implanted into their brains. Chemicals were then introduced into the cats brains via the
cannula and the cats given various psychological tests. Following completion of testing,
the cats brains were subjected to histological analysis. The complaint asked that the
researcher's authorization to conduct this research be withdrawn and the cats turned
over to the animal rights group that was filing the complaint. It was suggested that the
research could just as well be done with computer simulations.
In defense of his research, the researcher provided an explanation of how steps
had been taken to assure that no animal felt much pain at any time, an explanation that
computer simulation was not an adequate substitute for animal research, and an
explanation of what the benefits of the research were. Each participant read one of five
different scenarios which described the goals and benefits of the research. They were:
- COSMETIC -- testing the toxicity of chemicals to be used in new lines of hair
care products.
- THEORY -- evaluating two competing theories about the function of a particular
nucleus in the brain.
- MEAT -- testing a synthetic growth hormone said to have the potential of
increasing meat production.

Copyright 2011 Karl L. Wuensch - All rights reserved.


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- VETERINARY -- attempting to find a cure for a brain disease that is killing both
domestic cats and endangered species of wild cats.
- MEDICAL -- evaluating a potential cure for a debilitating disease that afflicts
many young adult humans.
After reading the case materials, each participant was asked to decide whether
or not to withdraw Dr. Wissens authorization to conduct the research and, among other
things, to fill out D. R. Forysths Ethics Position Questionnaire (Journal of Personality
and Social Psychology, 1980, 39, 175-184), which consists of 20 Likert-type items, each
with a 9-point response scale from completely disagree to completely agree. Persons
who score high on the relativism dimension of this instrument reject the notion of
universal moral principles, preferring personal and situational analysis of behavior.
Persons who score high on the idealism dimension believe that ethical behavior will
always lead only to good consequences, never to bad consequences, and never to a
mixture of good and bad consequences.
Having committed the common error of projecting myself onto others, I once
assumed that all persons make ethical decisions by weighing good consequences
against bad consequences -- but for the idealist the presence of any bad consequences
may make a behavior unethical, regardless of good consequences. Research by Hal
Herzog and his students at Western Carolina has shown that animal rights activists tend
to be high in idealism and low in relativism (see me for references if interested). Are
idealism and relativism (and gender and purpose of the research) related to attitudes
towards animal research in college students? Lets run the logistic regression and see.
Using a Single Dichotomous Predictor, Gender of Subject
Let us first consider a simple (bivariate) logistic regression, using subjects'
decisions as the dichotomous criterion variable and their gender as a dichotomous
predictor variable. I have coded gender with 0 = Female, 1 = Male, and decision with 0
= "Stop the Research" and 1 = "Continue the Research".
Our regression model will be predicting the logit, that is, the natural log of the
odds of having made one or the other decision. That is,
( ) bX a
Y
Y
ODDS + =
|
|
.
|

\
|

ln ln , where Y

is the predicted probability of the event


which is coded with 1 (continue the research) rather than with 0 (stop the research),
Y

1 is the predicted probability of the other decision, and X is our predictor variable,
gender. Some statistical programs (such as SAS) predict the event which is coded with
the smaller of the two numeric codes. By the way, if you have ever wondered what is
"natural" about the natural log, you can find an answer of sorts at
http://www.math.toronto.edu/mathnet/answers/answers_13.html.
Our model will be constructed by an iterative maximum likelihood procedure.
The program will start with arbitrary values of the regression coefficients and will
construct an initial model for predicting the observed data. It will then evaluate errors in
such prediction and change the regression coefficients so as make the likelihood of the
observed data greater under the new model. This procedure is repeated until the model
3
converges -- that is, until the differences between the newest model and the previous
model are trivial.
Open the data file at http://core.ecu.edu/psyc/wuenschk/SPSS/Logistic.sav.
Click Analyze, Regression, Binary Logistic. Scoot the decision variable into the
Dependent box and the gender variable into the Covariates box. The dialog box should
now look like this:

Click OK.
Look at the statistical output. We see that there are 315 cases used in the
analysis.


The Block 0 output is for a model that includes only the intercept (which SPSS
calls the constant). Given the base rates of the two decision options (187/315 = 59%
decided to stop the research, 41% decided to allow it to continue), and no other
information, the best strategy is to predict, for every case, that the subject will decide to
stop the research. Using that strategy, you would be correct 59% of the time.
Case Processing Summary
315 100.0
0 .0
315 100.0
0 .0
315 100.0
Unweighted Cases
a
Included in Analysis
Missing Cases
Total
Selected Cases
Unselected Cases
Total
N Percent
If weight is in ef f ect, see classif ication table f or the total
number of cases.
a.
4


Under Variables in the Equation you see that the intercept-only model is
ln(odds) = -.379. If we exponentiate both sides of this expression we find that our
predicted odds [Exp(B)] = .684. That is, the predicted odds of deciding to continue the
research is .684. Since 128 of our subjects decided to continue the research and 187
decided to stop the research, our observed odds are 128/187 = .684.


Now look at the Block 1 output. Here SPSS has added the gender variable as a
predictor. Omnibus Tests of Model Coefficients gives us a Chi-Square of 25.653 on
1 df, significant beyond .001. This is a test of the null hypothesis that adding the gender
variable to the model has not significantly increased our ability to predict the decisions
made by our subjects.


Under Model Summary we see that the -2 Log Likelihood statistic is 399.913.
This statistic measures how poorly the model predicts the decisions -- the smaller
the statistic the better the model. Although SPSS does not give us this statistic for the
model that had only the intercept, I know it to be 425.666. Adding the gender variable
reduced the -2 Log Likelihood statistic by 425.666 - 399.913 = 25.653, the _
2
statistic
we just discussed in the previous paragraph. The Cox & Snell R
2
can be interpreted
like R
2
in a multiple regression, but cannot reach a maximum value of 1. The
Nagelkerke R
2
can reach a maximum of 1.
Classification Tabl e
a,b
187 0 100.0
128 0 .0
59.4
Observed
stop
continue
decision
Overall Percentage
Step 0
stop continue
decision
Percentage
Correct
Predicted
Constant is included in the model.
a.
The cut value is .500
b.
Variables in the Equation
-.379 .115 10.919 1 .001 .684 Constant St ep 0
B S. E. Wald df Sig. Exp(B)
Omnibus Tests of Model Coefficients
25.653 1 .000
25.653 1 .000
25.653 1 .000
St ep
Block
Model
St ep 1
Chi-square df Sig.
5


The Variables in the Equation output shows us that the regression equation is
( ) Gender ODDS 217 . 1 847 . ln + = .


We can now use this model to predict the odds that a subject of a given gender
will decide to continue the research. The odds prediction equation is
bX a
e ODDS
+
= .
If our subject is a woman (gender = 0), then the 429 . 0
847 . ) 0 ( 217 . 1 847 .
= = =
+
e e ODDS .
That is, a woman is only .429 as likely to decide to continue the research as she is to
decide to stop the research. If our subject is a man (gender = 1), then the
448 . 1
37 . ) 1 ( 217 . 1 847 .
= = =
+
e e ODDS . That is, a man is 1.448 times more likely to decide
to continue the research than to decide to stop the research.
We can easily convert odds to probabilities. For our women,
30 . 0
429 . 1
429 . 0
1

= =
+
=
ODDS
ODDS
Y . That is, our model predicts that 30% of women will
decide to continue the research. For our men, 59 . 0
448 . 2
448 . 1
1

= =
+
=
ODDS
ODDS
Y . That is,
our model predicts that 59% of men will decide to continue the research
The Variables in the Equation output also gives us the Exp(B). This is better
known as the odds ratio predicted by the model. This odds ratio can be computed by
raising the base of the natural log to the b
th
power, where b is the slope from our
logistic regression equation. For our model, 376 . 3
217 . 1
= e . That tells us that the
model predicts that the odds of deciding to continue the research are 3.376 times higher
for men than they are for women. For the men, the odds are 1.448, and for the women
they are 0.429. The odds ratio is
1.448 / 0.429 = 3.376 .
The results of our logistic regression can be used to classify subjects with
respect to what decision we think they will make. As noted earlier, our model leads to
the prediction that the probability of deciding to continue the research is 30% for women
and 59% for men. Before we can use this information to classify subjects, we need to
Model Summary
399.913
a
.078 .106
St ep
1
-2 Log
likelihood
Cox & Snell
R Square
Nagelkerke
R Square
Estimation terminat ed at iteration number 3 because
parameter est imat es changed by less than .001.
a.
Variables i n the Equation
1.217 .245 24.757 1 .000 3.376
-.847 .154 30.152 1 .000 .429
gender
Constant
Step
1
a
B S.E. Wald df Sig. Exp(B)
Variable(s) entered on st ep 1: gender.
a.
6
have a decision rule. Our decision rule will take the following form: If the probability of
the event is greater than or equal to some threshold, we shall predict that the event will
take place. By default, SPSS sets this threshold to .5. While that seems reasonable, in
many cases we may want to set it higher or lower than .5. More on this later. Using the
default threshold, SPSS will classify a subject into the Continue the Research category
if the estimated probability is .5 or more, which it is for every male subject. SPSS will
classify a subject into the Stop the Research category if the estimated probability is
less than .5, which it is for every female subject.
The Classification Table shows us that this rule allows us to correctly classify
68 / 128 = 53% of the subjects where the predicted event (deciding to continue the
research) was observed. This is known as the sensitivity of prediction, the P(correct |
event did occur), that is, the percentage of occurrences correctly predicted. We also
see that this rule allows us to correctly classify 140 / 187 = 75% of the subjects where
the predicted event was not observed. This is known as the specificity of prediction,
the P(correct | event did not occur), that is, the percentage of nonoccurrences correctly
predicted. Overall our predictions were correct 208 out of 315 times, for an overall
success rate of 66%. Recall that it was only 59% for the model with intercept only.

We could focus on error rates in classification. A false positive would be
predicting that the event would occur when, in fact, it did not. Our decision rule
predicted a decision to continue the research 115 times. That prediction was wrong 47
times, for a false positive rate of 47 / 115 = 41%. A false negative would be predicting
that the event would not occur when, in fact, it did occur. Our decision rule predicted a
decision not to continue the research 200 times. That prediction was wrong 60 times,
for a false negative rate of 60 / 200 = 30%.
It has probably occurred to you that you could have used a simple Pearson Chi-
Square Contingency Table Analysis to answer the question of whether or not there is
a significant relationship between gender and decision about the animal research. Let
us take a quick look at such an analysis. In SPSS click Analyze, Descriptive
Statistics, Crosstabs. Scoot gender into the rows box and decision into the columns
box. The dialog box should look like this:
Classification Tabl e
a
140 47 74.9
60 68 53.1
66.0
Observed
stop
continue
decision
Overall Percentage
Step 1
stop continue
decision
Percentage
Correct
Predicted
The cut value is .500
a.
7

Now click the Statistics box. Check Chi-Square and then click Continue.

Now click the Cells box. Check Observed Counts and Row Percentages and
then click Continue.

8
Back on the initial page, click OK.
In the Crosstabulation output you will see that 59% of the men and 30% of the
women decided to continue the research, just as predicted by our logistic regression.


You will also notice that the Likelihood Ratio Chi-Square is 25.653 on 1 df, the
same test of significance we got from our logistic regression, and the Pearson Chi-
Square is almost the same (25.685). If you are thinking, Hey, this logistic regression is
nearly equivalent to a simple Pearson Chi-Square, you are correct, in this simple case.
Remember, however, that we can add additional predictor variables, and those
additional predictors can be either categorical or continuous -- you cant do that with a
simple Pearson Chi-Square.


Multiple Predictors, Both Categorical and Continuous
Now let us conduct an analysis that will better tap the strengths of logistic
regression. Click Analyze, Regression, Binary Logistic. Scoot the decision variable
in the Dependent box and gender, idealism, and relatvsm into the Covariates box.
gender * decision Crosstabulation
140 60 200
70.0% 30.0% 100.0%
47 68 115
40.9% 59.1% 100.0%
187 128 315
59.4% 40.6% 100.0%
Count
% wit hin gender
Count
% wit hin gender
Count
% wit hin gender
Female
Male
gender
Total
stop continue
decision
Total
Chi-Square Tests
25.685
b
1 .000
25.653 1 .000
315
Pearson Chi-Square
Likelihood Ratio
N of Valid Cases
Value df
Asy mp. Sig.
(2-sided)
Computed only f or a 2x2 table
a.
0 cells (.0%) hav e expect ed count less than 5. The
minimum expected count is 46.73.
b.
9

Click Options and check Hosmer-Lemeshow goodness of fit and CI for exp(B)
95%.

Continue, OK. Look at the output.
In the Block 1 output, notice that the -2 Log Likelihood statistic has dropped to
346.503, indicating that our expanded model is doing a better job at predicting decisions
than was our one-predictor model. The R
2
statistics have also increased.

We can test the significance of the difference between any two models, as long
as one model is nested within the other. Our one-predictor model had a
Model Summary
346.503
a
.222 .300
St ep
1
-2 Log
likelihood
Cox & Snell
R Square
Nagelkerke
R Square
Estimation terminat ed at iteration number 4 because
parameter est imat es changed by less than .001.
a.
10
2 Log Likelihood statistic of 399.913. Adding the ethical ideology variables (idealism
and relatvsm) produced a decrease of 53.41. This difference is a _
2
on 2 df (one df for
each predictor variable).
To determine the p value associated with this _
2
, just click Transform,
Compute. Enter the letter p in the Target Variable box. In the Numeric Expression
box, type 1-CDF.CHISQ(53.41,2). The dialog box should look like this:

Click OK and then go to the SPSS Data Editor, Data View. You will find a new
column, p, with the value of .00 in every cell. If you go to the Variable View and set the
number of decimal points to 5 for the p variable you will see that the value of p
is.00000. We conclude that adding the ethical ideology variables significantly
improved the model, _
2
(2, N = 315) = 53.41, p < .001.
Note that our overall success rate in classification has improved from 66% to
71%.

The Hosmer-Lemeshow tests the null hypothesis that there is a linear
relationship between the predictor variables and the log odds of the criterion variable.
Cases are arranged in order by their predicted probability on the criterion variable.
These ordered cases are then divided into ten groups (lowest decile [prob < .1] to
highest decile [prob > .9]). Each of these groups is then divided into two groups on the
basis of actual score on the criterion variable. This results in a 2 x 10 contingency table.
Expected frequencies are computed based on the assumption that there is a linear
relationship between the weighted combination of the predictor variables and the log
odds of the criterion variable. For the outcome = no (decision = stop for our data)
column, the expected frequencies will run from high (for the lowest decile) to low (for the
highest decile). For the outcome = yes column the frequencies will run from low to high.
Classification Tabl e
a
151 36 80.7
55 73 57.0
71.1
Observed
stop
continue
decision
Overall Percentage
Step 1
stop continue
decision
Percentage
Correct
Predicted
The cut value is .500
a.
11
A chi-square statistic is computed comparing the observed frequencies with those
expected under the linear model. A nonsignificant chi-square indicates that the data fit
the model well.





Using a K > 2 Categorical Predictor
We can use a categorical predictor that has more than two levels. For our data,
the stated purpose of the research is such a predictor. While SPSS can dummy code
such a predictor for you, I prefer to set up my own dummy variables. You will need K-1
dummy variables to represent K groups. Since we have five levels of purpose of the
research, we shall need 4 dummy variables. Each of the subjects will have a score of
either 0 or 1 on each of the dummy variables. For each dummy variable a score of 0
will indicate that the subject does not belong to the group represented by that dummy
variable and a score of 1 will indicate that the subject does belong to the group
represented by that dummy variable. One of the groups will not be represented by a
dummy variable. If it is reasonable to consider one of your groups as a reference
group to which each other group should be compared, make that group the one
which is not represented by a dummy variable.
I decided that I wanted to compare each of the cosmetic, theory, meat, and
veterinary groups with the medical group, so I set up a dummy variable for each of the
groups except the medical group. Take a look at our data in the data editor. Notice
that the first subject has a score of 1 for the cosmetic dummy variable and 0 for the
other three dummy variables. That subject was told that the purpose of the research
was to test the safety of a new ingredient in hair care products. Now scoot to the
bottom of the data file. The last subject has a score of 0 for each of the four dummy
Hosmer and Lemeshow Test
8.810 8 .359
Step
1
Chi-square df Sig.
Contingency Table for Hosmer and Lemeshow Test
29 29.331 3 2.669 32
30 27.673 2 4.327 32
28 25.669 4 6.331 32
20 23.265 12 8.735 32
22 20.693 10 11.307 32
15 18.058 17 13.942 32
15 15.830 17 16.170 32
10 12.920 22 19.080 32
12 9.319 20 22.681 32
6 4.241 21 22.759 27
1
2
3
4
5
6
7
8
9
10
Step
1
Observed Expected
decision = stop
Observed Expected
decision = continue
Total
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variables. That subject was told that the purpose of the research was to evaluate a
treatment for a debilitating disease that afflicts humans of college age.
Click Analyze, Regression, Binary Logistic and add to the list of covariates the
four dummy variables. You should now have the decision variable in the Dependent
box and all of the other variables (but not the p value column) in the Covariates box.
Click OK.
The Block 0 Variables not in the Equation show how much the -2LL would drop
if a single predictor were added to the model (which already has the intercept)


Look at the output, Block 1. Under Omnibus Tests of Model Coefficients we
see that our latest model is significantly better than a model with only the intercept.

Under Model Summary we see that our R
2
statistics have increased again and
the -2 Log Likelihood statistic has dropped from 346.503 to 338.060. Is this drop
statistically significant? The _
2
, is the difference between the two -2 log likelihood
values, 8.443, on 4 df (one df for each dummy variable). Using 1-CDF.CHISQ(8.443,4),
we obtain an upper-tailed p of .0766, short of the usual standard of statistical
significance. I shall, however, retain these dummy variables, since I have an a priori
interest in the comparison made by each dummy variable.

Variables not i n the Equation
25.685 1 .000
47.679 1 .000
7.239 1 .007
.003 1 .955
2.933 1 .087
.556 1 .456
.013 1 .909
77.665 7 .000
gender
idealism
relatvsm
cosmetic
theory
meat
veterin
Variables
Overall Statistics
Step
0
Score df Sig.
Omnibus Tests of Model Coefficients
87.506 7 .000
87.506 7 .000
87.506 7 .000
St ep
Block
Model
St ep 1
Chi-square df Sig.
Model Summary
338.060
a
.243 .327
St ep
1
-2 Log
likelihood
Cox & Snell
R Square
Nagelkerke
R Square
Estimation terminat ed at iteration number 5 because
parameter est imat es changed by less than .001.
a.
13
In the Classification Table, we see a small increase in our overall success rate,
from 71% to 72%.


I would like you to compute the values for Sensitivity, Specificity, False Positive
Rate, and False Negative Rate for this model, using the default .5 cutoff.
Sensitivity percentage of occurrences correctly predicted
Specificity percentage of nonoccurrences correctly predicted
False Positive Rate percentage of predicted occurrences which are incorrect
False Negative Rate percentage of predicted nonoccurrences which are incorrect
Remember that the predicted event was a decision to continue the research.
Under Variables in the Equation we are given regression coefficients and odds
ratios.

We are also given a statistic I have ignored so far, the Wald Chi-Square statistic,
which tests the unique contribution of each predictor, in the context of the other
predictors -- that is, holding constant the other predictors -- that is, eliminating any
overlap between predictors. Notice that each predictor meets the conventional .05
standard for statistical significance, except for the dummy variable for cosmetic
research and for veterinary research. I should note that the Wald _
2
has been criticized
Classification Tabl e
a
152 35 81.3
54 74 57.8
71.7
Observed
stop
continue
decision
Overall Percentage
Step 1
stop continue
decision
Percentage
Correct
Predicted
The cut value is .500
a.
Variables i n the Equation
1.255 20.586 1 .000 3.508 2.040 6.033
-.701 37.891 1 .000 .496 .397 .620
.326 6.634 1 .010 1.386 1.081 1.777
-.709 2.850 1 .091 .492 .216 1.121
-1.160 7.346 1 .007 .314 .136 .725
-.866 4.164 1 .041 .421 .183 .966
-.542 1.751 1 .186 .581 .260 1.298
2.279 4.867 1 .027 9.766
gender
idealism
relatvsm
cosmetic
theory
meat
veterin
Constant
Step
1
a
B Wald df Sig. Exp(B) Lower Upper
95.0% C.I.f or EXP(B)
Variable(s) entered on step 1: gender, idealism, relatv sm, cosmetic, theory , meat, v eterin.
a.
14
for being too conservative, that is, lacking adequate power. An alternative would be to
test the significance of each predictor by eliminating it from the full model and testing
the significance of the increase in the -2 log likelihood statistic for the reduced model.
That would, of course, require that you construct p+1 models, where p is the number of
predictor variables.
Let us now interpret the odds ratios.
- The .496 odds ratio for idealism indicates that the odds of approval are more than
cut in half for each one point increase in respondents idealism score. Inverting this
odds ratio for easier interpretation, for each one point increase on the idealism scale
there was a doubling of the odds that the respondent would not approve the
research.
- Relativisms effect is smaller, and in the opposite direction, with a one point increase
on the nine-point relativism scale being associated with the odds of approving the
research increasing by a multiplicative factor of 1.39.
- The odds ratios of the scenario dummy variables compare each scenario except
medical to the medical scenario. For the theory dummy variable, the .314 odds ratio
means that the odds of approval of theory-testing research are only .314 times those
of medical research.
- Inverted odds ratios for the dummy variables coding the effect of the scenario
variable indicated that the odds of approval for the medical scenario were 2.38 times
higher than for the meat scenario and 3.22 times higher than for the theory scenario.
Let us now revisit the issue of the decision rule used to determine into which
group to classify a subject given that subject's estimated probability of group
membership. While the most obvious decision rule would be to classify the subject into
the target group if p > .5 and into the other group if p < .5, you may well want to choose
a different decision rule given the relative seriousness of making one sort of error (for
example, declaring a patient to have breast cancer when she does not) or the other sort
of error (declaring the patient not to have breast cancer when she does).
Repeat our analysis with classification done with a different decision rule. Click
Analyze, Regression, Binary Logistic, Options. In the resulting dialog window,
change the Classification Cutoff from .5 to .4. The window should look like this:
15

Click Continue, OK.
Now SPSS will classify a subject into the "Continue the Research" group if the
estimated probability of membership in that group is .4 or higher, and into the "Stop the
Research" group otherwise. Take a look at the classification output and see how the
change in cutoff has changed the classification results. Fill in the table below to
compare the two models with respect to classification statistics.
Value When Cutoff = .5 .4
Sensitivity
Specificity
False Positive Rate
False Negative Rate
Overall % Correct
SAS makes it much easier to see the effects of the decision rule on sensitivity
etc. Using the ctable option, one gets output like this:

16
------------------------------------------------------------------------------------
The LOGISTIC Procedure

Classification Table

Correct Incorrect Percentages
Prob Non- Non- Sensi- Speci- False False
Level Event Event Event Event Correct tivity ficity POS NEG

0.160 123 56 131 5 56.8 96.1 29.9 51.6 8.2
0.180 122 65 122 6 59.4 95.3 34.8 50.0 8.5
0.200 120 72 115 8 61.0 93.8 38.5 48.9 10.0
0.220 116 84 103 12 63.5 90.6 44.9 47.0 12.5
0.240 113 93 94 15 65.4 88.3 49.7 45.4 13.9
0.260 110 100 87 18 66.7 85.9 53.5 44.2 15.3
0.280 108 106 81 20 67.9 84.4 56.7 42.9 15.9
0.300 105 108 79 23 67.6 82.0 57.8 42.9 17.6
0.320 103 115 72 25 69.2 80.5 61.5 41.1 17.9
0.340 100 118 69 28 69.2 78.1 63.1 40.8 19.2
0.360 97 120 67 31 68.9 75.8 64.2 40.9 20.5
0.380 96 124 63 32 69.8 75.0 66.3 39.6 20.5
0.400 94 130 57 34 71.1 73.4 69.5 37.7 20.7
0.420 88 134 53 40 70.5 68.8 71.7 37.6 23.0
0.440 86 140 47 42 71.7 67.2 74.9 35.3 23.1
0.460 79 141 46 49 69.8 61.7 75.4 36.8 25.8
0.480 75 144 43 53 69.5 58.6 77.0 36.4 26.9
0.500 71 147 40 57 69.2 55.5 78.6 36.0 27.9
0.520 69 152 35 59 70.2 53.9 81.3 33.7 28.0
0.540 67 157 30 61 71.1 52.3 84.0 30.9 28.0
0.560 65 159 28 63 71.1 50.8 85.0 30.1 28.4
0.580 61 159 28 67 69.8 47.7 85.0 31.5 29.6
0.600 56 162 25 72 69.2 43.8 86.6 30.9 30.8
0.620 50 165 22 78 68.3 39.1 88.2 30.6 32.1
0.640 48 166 21 80 67.9 37.5 88.8 30.4 32.5
0.660 43 170 17 85 67.6 33.6 90.9 28.3 33.3
0.680 40 170 17 88 66.7 31.3 90.9 29.8 34.1
0.700 36 173 14 92 66.3 28.1 92.5 28.0 34.7
0.720 30 177 10 98 65.7 23.4 94.7 25.0 35.6
0.740 28 178 9 100 65.4 21.9 95.2 24.3 36.0
0.760 23 180 7 105 64.4 18.0 96.3 23.3 36.8
0.780 22 180 7 106 64.1 17.2 96.3 24.1 37.1
0.800 18 181 6 110 63.2 14.1 96.8 25.0 37.8
0.820 17 182 5 111 63.2 13.3 97.3 22.7 37.9
0.840 13 184 3 115 62.5 10.2 98.4 18.8 38.5
0.860 12 185 2 116 62.5 9.4 98.9 14.3 38.5
0.880 8 185 2 120 61.3 6.3 98.9 20.0 39.3
0.900 7 185 2 121 61.0 5.5 98.9 22.2 39.5
0.920 5 187 0 123 61.0 3.9 100.0 0.0 39.7
0.940 1 187 0 127 59.7 0.8 100.0 0.0 40.4
0.960 1 187 0 127 59.7 0.8 100.0 0.0 40.4
0.980 0 187 0 128 59.4 0.0 100.0 . 40.6

------------------------------------------------------------------------------------
The classification results given by SAS are a little less impressive because SAS
uses a jackknifed classification procedure. Classification results are biased when the
coefficients used to classify a subject were developed, in part, with data provided by
that same subject. SPSS' classification results do not remove such bias. With
jackknifed classification, SAS eliminates the subject currently being classified when
computing the coefficients used to classify that subject. Of course, this procedure is
17
computationally more intense than that used by SPSS. If you would like to learn more
about conducting logistic regression with SAS, see my document at
http://core.ecu.edu/psyc/wuenschk/MV/MultReg/Logistic-SAS.doc.
Beyond An Introduction to Logistic Regression
I have left out of this handout much about logistic regression. We could consider
logistic regression with a criterion variable with more than two levels, with that variable
being either qualitative or ordinal. We could consider testing of interaction terms. We
could consider sequential and stepwise construction of logistic models. We could talk
about detecting outliers among the cases, dealing with multicollinearity and nonlinear
relationships between predictors and the logit, and so on. If you wish to learn more
about logistic regression, I recommend, as a starting point, Chapter 10 in Using
Multivariate Statistics, 5
th
edition, by Tabachnick and Fidell (Pearson, 2007).
Presenting the Results
Let me close with an example of how to present the results of a logistic
regression. In the example below you will see that I have included both the multivariate
analysis (logistic regression) and univariate analysis. I assume that you all already
know how to conduct the univariate analyses I present below.
Table 1
Effect of Scenario on Percentage of Participants Voting to Allow the Research to
Continue and Participants Mean Justification Score
Scenario Percentage
Support
Theory 31
Meat 37
Cosmetic 40
Veterinary 41
Medical 54
As shown in Table 1, only the medical research received support from a majority
of the respondents. Overall a majority of respondents (59%) voted to stop the research.
Logistic regression analysis was employed to predict the probability that a participant
would approve continuation of the research. The predictor variables were participants
gender, idealism, relativism, and four dummy variables coding the scenario. A test of
the full model versus a model with intercept only was statistically significant, _
2
(7, N =
315) = 87.51, p < .001. The model was able correctly to classify 73% of those who
approved the research and 70% of those who did not, for an overall success rate of
71%.
Table 2 shows the logistic regression coefficient, Wald test, and odds ratio for
each of the predictors. Employing a .05 criterion of statistical significance, gender,
idealism, relativism, and two of the scenario dummy variables had significant partial
effects. The odds ratio for gender indicates that when holding all other variables
constant, a man is 3.5 times more likely to approve the research than is a woman.
Inverting the odds ratio for idealism reveals that for each one point increase on the nine-
18
point idealism scale there is a doubling of the odds that the participant will not approve
the research. Although significant, the effect of relativism was much smaller than that of
idealism, with a one point increase on the nine-point idealism scale being associated
with the odds of approving the research increasing by a multiplicative factor of 1.39.
The scenario variable was dummy coded using the medical scenario as the reference
group. Only the theory and the meat scenarios were approved significantly less than
the medical scenario. Inverted odds ratios for these dummy variables indicate that the
odds of approval for the medical scenario were 2.38 times higher than for the meat
scenario and 3.22 times higher than for the theory scenario.
Table 2
Logistic Regression Predicting Decision From Gender, Ideology, and Scenario
Predictor B Wald _
2
p Odds Ratio
Gender 1.25 20.59 < .001 3.51
Idealism -0.70 37.89 < .001 0.50
Relativism 0.33 6.63 .01 1.39
Scenario
Cosmetic -0.71 2.85 .091 0.49
Theory -1.16 7.35 .007 0.31
Meat -0.87 4.16 .041 0.42
Veterinary -0.54 1.75 .186 0.58
Univariate analysis indicated that men were significantly more likely to approve
the research (59%) than were women (30%), _
2
(1, N = 315) = 25.68, p < .001, that
those who approved the research were significantly less idealistic (M = 5.87, SD = 1.23)
than those who didnt (M = 6.92, SD = 1.22), t(313) = 7.47, p < .001, that those who
approved the research were significantly more relativistic (M = 6.26, SD = 0.99) than
those who didnt (M = 5.91, SD = 1.19), t(313) = 2.71, p = .007, and that the omnibus
effect of scenario fell short of significance, _
2
(4, N = 315) = 7.44, p = .11.
Interaction Terms
Interaction terms can be included in a logistic model. When the variables in an
interaction are continuous they probably should be centered. Consider the following
research: Mock jurors are presented with a criminal case in which there is some doubt
about the guilt of the defendant. For half of the jurors the defendant is physically
attractive, for the other half she is plain. Half of the jurors are asked to recommend a
verdict without having deliberated, the other half are asked about their recommendation
only after a short deliberation with others. The deliberating mock jurors were primed
with instructions predisposing them to change their opinion if convinced by the
arguments of others. We could use a logit analysis here, but elect to use a logistic
regression instead. The article in which these results were published is: Patry, M. W.
19
(2008). Attractive but guilty: Deliberation and the physical attractiveness bias.
Psychological Reports, 102, 727-733.
The data are in Logistic2x2x2.sav at my SPSS Data Page. Download the data
and bring them into SPSS. Each row in the data file represents one cell in the three-
way contingency table. Freq is the number of scores in the cell.

Tell SPSS to weight cases by Freq. Data, Weight Cases:

Analyze, Regression, Binary Logistic. Slide Guilty into the Dependent box and
Delib and Plain into the Covariates box. Highlight both Delib and Plain in the pane on
the left and then click the >a*b> box.
20

This creates the interaction term. It could also be created by simply creating a
new variable, Interaction = Delib-Plain.

Under Options, ask for the Hosmer-Lemeshow test and confidence intervals on
the odds ratios.

You will find that the odds ratios are .338 for Delib, 3.134 for Plain, and 0.030 for
the interaction.
21

Those who deliberated were less likely to suggest a guilty verdict (15%) than
those who did not deliberate (66%), but this (partial) effect fell just short of statistical
significance in the logistic regression (but a 2 x 2 chi-square would show it to be
significant).
Plain defendants were significantly more likely (43%) than physically attractive
defendants (39%) to be found guilty. This effect would fall well short of statistical
significance with a 2 x 2 chi-square.
We should not pay much attention to the main effects, given that the interaction
is powerful.
The interaction odds ratio can be simply computed, by hand, from the cell
frequencies.
- For those who did deliberate, the odds of a guilty verdict are 1/29 when the
defendant was plain and 8/22 when she was attractive, yielding a conditional
odds ratio of 0.09483.

- For those who did not deliberate, the odds of a guilty verdict are 27/8 when the
defendant was plain and 14/13 when she was attractive, yielding a conditional
odds ratio of 3.1339.
Variables i n the Equation
3.697 1 .054 .338 .112 1.021
4.204 1 .040 3.134 1.052 9.339
8.075 1 .004 .030 .003 .338
.037 1 .847 1.077
Delib
Plain
Delib by Plain
Constant
Step
1
a
Wald df Sig. Exp(B) Lower Upper
95.0% C.I.f or EXP(B)
Variable(s) entered on st ep 1: Delib, Plain, Delib * Plain .
a.
Pl ai n * Guilty Crosstabulation
a
22 8 30
73.3% 26.7% 100.0%
29 1 30
96.7% 3.3% 100.0%
51 9 60
85.0% 15.0% 100.0%
Count
% wit hin Plain
Count
% wit hin Plain
Count
% wit hin Plain
At trractive
Plain
Plain
Total
No Yes
Guilty
Total
Delib = Yes
a.
22

- The interaction odds ratio is simply the ratio of these conditional odds ratios
that is, .09483/3.1339 = 0.030.
Follow-up analysis shows that among those who did not deliberate the plain
defendant was found guilty significantly more often than the attractive defendant, _
2
(1, N
= 62) = 4.353, p = .037, but among those who did deliberate the attractive defendant
was found guilty significantly more often than the plain defendant, _
2
(1, N = 60) = 6.405,
p = .011.
Interaction Between a Dichotomous Predictor and a Continuous Predictor
Suppose that I had some reason to suspect that the effect of idealism differed
between men and women. I can create the interaction term just as shown above.


Pl ai n * Guilty Crosstabulation
a
13 14 27
48.1% 51.9% 100.0%
8 27 35
22.9% 77.1% 100.0%
21 41 62
33.9% 66.1% 100.0%
Count
% wit hin Plain
Count
% wit hin Plain
Count
% wit hin Plain
At trractive
Plain
Plain
Total
No Yes
Guilty
Total
Delib = No
a.
23

Variables in the Equation

B S.E. Wald df Sig. Exp(B)
Step 1
a
idealism -.773 .145 28.572 1 .000 .461
gender -.530 1.441 .135 1 .713 .589
gender by idealism .268 .223 1.439 1 .230 1.307
Constant 4.107 .921 19.903 1 .000 60.747
a. Variable(s) entered on step 1: idealism, gender, gender * idealism .
As you can see, the interaction falls short of significance.

Partially Standardized B Weights and Odds Ratios
The value of a predictors B (and the associated odds ratio) is highly dependent
on the unit of measure. Suppose I am predicting whether or not an archer hits the
target. One predictor is distance to the target. Another is how much training the archer
has had. Suppose I measure distance in inches and training in years. I would not
expect much of an increase in the logit when decreasing distance by an inch, but I
would expect a considerable increase when increasing training by a year. Suppose I
measured distance in miles and training in seconds. Now I would expect a large B for
distance and a small B for training. For purposes of making comparisons between the
predictors, it may be helpful to standardize the B weights.
Suppose that a third predictor is the archers score on a survey of political
conservatism and that a photo of Karl Marx appears on the target. The unit of measure
here is not intrinsically meaningful how much is a one point change in score on this
survey. Here too it may be helpful to standardize the predictors. Menard (The
American Statistician, 2004, 58, 218-223) discussed several ways to standardize B
weights. I favor simply standardizing the predictor, which can be simply accomplished
by converting the predictor scores to z scores or by multiplying the unstandardized B
weight by the predictors standard deviation. While one could also standardize the
dichotomous outcome variable (group membership), I prefer to leave that
unstandardized.
In research here at ECU, Cathy Hall gathered data that is useful in predicting
who will be retained in our engineering program. Among the predictor variables are
high school GPA, score on the quantitative section of the SAT, and one of the Big Five
personality measures, openness to experience. Here are the results of a binary logistic
regression predicting retention from high school GPA, quantitative SAT, and openness
(you can find more detail here).

24

Unstandardized Standardized
Predictor B Odds Ratio B Odds Ratio
HS-GPA 1.296 3.656 0.510 1.665
SAT-Q 0.006 1.006 0.440 1.553
Openness 0.100 1.105 0.435 1.545
The novice might look at the unstandardized statistics and conclude that SAT-Q
and openness to experience are of little utility, but the standardized coefficients show
that not to be true. The three predictors differ little in their unique contributions to
predicting retention in the engineering program.

Practice Your Newly Learned Skills
Now that you know how to do a logistic regression, you should practice those
skills. I have presented below three exercises designed to give you a little practice.
Exercise 1: What is Beautiful is Good, and Vice Versa
Castellow, Wuensch, and Moore (1990, Journal of Social Behavior and
Personality, 5, 547-562) found that physically attractive litigants are favored by jurors
hearing a civil case involving alleged sexual harassment (we manipulated physical
attractiveness by controlling the photos of the litigants seen by the mock jurors). Guilty
verdicts were more likely when the male defendant was physically unattractive and
when the female plaintiff was physically attractive. We also found that jurors rated the
physically attractive litigants as more socially desirable than the physically unattractive
litigants -- that is, more warm, sincere, intelligent, kind, and so on. Perhaps the jurors
treated the physically attractive litigants better because they assumed that physically
attractive people are more socially desirable (kinder, more sincere, etc.).
Our next research project (Egbert, Moore, Wuensch, & Castellow, 1992, Journal
of Social Behavior and Personality, 7, 569-579) involved our manipulating (via character
witness testimony) the litigants' social desirability but providing mock jurors with no
information on physical attractiveness. The jurors treated litigants described as socially
desirable more favorably than they treated those described as socially undesirable.
However, these jurors also rated the socially desirable litigants as more physically
attractive than the socially undesirable litigants, despite having never seen them! Might
our jurors be treating the socially desirable litigants more favorably because they
assume that socially desirable people are more physically attractive than are socially
undesirable people?
We next conducted research in which we manipulated both the physical
attractiveness and the social desirability of the litigants (Moore, Wuensch, Hedges, &
25
Castellow, 1994, Journal of Social Behavior and Personality, 9, 715-730). Data from
selected variables from this research project are in the SPSS data file found at
http://core.ecu.edu/psyc/wuenschk/SPSS/Jury94.sav. Please download that file now.
You should use SPSS to predict verdict from all of the other variables. The
variables in the file are as follows:
- VERDICT -- whether the mock juror recommended a not guilty (0) or a guilty (1)
verdict -- that is, finding in favor of the defendant (0) or the plaintiff (1)
- ATTRACT -- whether the photos of the defendant were physically unattractive (0)
or physically attractive (1)
- GENDER -- whether the mock juror was female (0) or male (1)
- SOCIABLE -- the mock juror's rating of the sociability of the defendant, on a 9-
point scale, with higher representing greater sociability
- WARMTH -- ratings of the defendant's warmth, 9-point scale
- KIND -- ratings of defendant's kindness
- SENSITIV -- ratings of defendant's sensitivity
- INTELLIG -- ratings of defendant's intelligence
You should also conduct bivariate analysis (Pearson Chi-Square and
independent samples t-tests) to test the significance of the association between each
predictor and the criterion variable (verdict). You will find that some of the predictors
have significant zero-order associations with the criterion but are not significant in the
full model logistic regression. Why is that?
You should find that the sociability predictor has an odds ratio that indicates that
the odds of a guilty verdict increase as the rated sociability of the defendant increases --
but one would expect that greater sociability would be associated with a reduced
probability of being found guilty, and the univariate analysis indicates exactly that (mean
sociability was significantly higher with those who were found not guilty). How is it
possible for our multivariate (partial) effect to be opposite in direction to that indicated by
our univariate analysis? You may wish to consult the following documents to help
understand this:
Redundancy and Suppression
Simpson's Paradox

Exercise 2: Predicting Whether or Not Sexual Harassment Will Be Reported
Download the SPSS data file found at
http://core.ecu.edu/psyc/wuenschk/SPSS/Harass-Howell.sav. This file was obtained
from David Howell's site,
http://www.uvm.edu/~dhowell/StatPages/Methods/DataMethods5/Harass.dat. I have
added value labels to a couple of the variables. You should use SPSS to conduct a
logistic regression predicting the variable "reported" from all of the other variables. Here
is a brief description for each variable:
- REPORTED -- whether (1) or not (0) an incident of sexual harassment was
reported
26
- AGE -- age of the victim
- MARSTAT -- marital status of the victim -- 1 = married, 2 = single
- FEMinist ideology -- the higher the score, the more feminist the victim
- OFFENSUV -- offensiveness of the harassment -- higher = more offensive
I suggest that you obtain, in addition to the multivariate analysis, some bivariate
statistics, including independent samples t-tests, a Pearson chi-square contingency
table analysis, and simple Pearson correlation coefficients for all pairs of variables.
Exercise 3: Predicting Who Will Drop-Out of School
Download the SPSS data file found at
http://core.ecu.edu/psyc/wuenschk/SPSS/Dropout.sav. I simulated these data based on
the results of research by David Howell and H. R. Huessy (Pediatrics, 76, 185-190).
You should use SPSS to predict the variable "dropout" from all of the other variables.
Here is a brief description for each variable:
- DROPOUT -- whether the student dropped out of high school before graduating -
- 0 = No, 1 = Yes.
- ADDSC -- a measure of the extent to which each child had exhibited behaviors
associated with attention deficit disorder. These data were collected while the
children were in the 2
nd
, 4
th
, and 5
th
grades combined into one variable in the
present data set.
- REPEAT -- did the child ever repeat a grade -- 0 = No, 1 = Yes.
- SOCPROB -- was the child considered to have had more than the usual number
of social problems in the 9
th
grade -- 0 = No, 1 = Yes.
I suggest that you obtain, in addition to the multivariate analysis, some bivariate
statistics, including independent samples t-tests, a Pearson chi-square contingency
table analysis, and simple Pearson correlation coefficients for all pairs of variables.
Imagine that you were actually going to use the results of your analysis to decide which
children to select as "at risk" for dropping out before graduation. Your intention is, after
identifying those children, to intervene in a way designed to make it less likely that they
will drop out. What cutoff would you employ in your decision rule?

Copyright 2009, Karl L. Wuensch - All rights reserved.




- Logistic Regression With SAS
- Why Not Let SPSS Do The Dummy Coding of Categorical Predictors?
- Statistics Lessons
- SPSS Lessons
- More Links
27
- Letters From Former Students -- some continue to use my online lessons when
they go on to doctoral programs

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